pytorch/torch/optim/adam.py
Luke Yeager e7c1e6a8e3 [pep8] Fix most lint automatically with autopep8
Here's the command I used to invoke autopep8 (in parallel!):

    git ls-files | grep '\.py$' | xargs -n1 -P`nproc` autopep8 -i

Several rules are ignored in setup.cfg. The goal is to let autopep8
handle everything which it can handle safely, and to disable any rules
which are tricky or controversial to address. We may want to come back
and re-enable some of these rules later, but I'm trying to make this
patch as safe as possible.

Also configures flake8 to match pep8's behavior.

Also configures TravisCI to check the whole project for lint.
2017-01-28 01:15:51 +01:00

75 lines
2.7 KiB
Python

import math
from .optimizer import Optimizer
class Adam(Optimizer):
"""Implements Adam algorithm.
It has been proposed in `Adam: A Method for Stochastic Optimization`_.
Arguments:
params (iterable): iterable of parameters to optimize or dicts defining
parameter groups
lr (float, optional): learning rate (default: 1e-2)
betas (Tuple[float, float], optional): coefficients used for computing
running averages of gradient and its square (default: (0.9, 0.999))
eps (float, optional): term added to the denominator to improve
numerical stability (default: 1e-8)
weight_decay (float, optional): weight decay (L2 penalty) (default: 0)
.. _Adam\: A Method for Stochastic Optimization:
https://arxiv.org/abs/1412.6980
"""
def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8,
weight_decay=0):
defaults = dict(lr=lr, betas=betas, eps=eps,
weight_decay=weight_decay)
super(Adam, self).__init__(params, defaults)
def step(self, closure=None):
"""Performs a single optimization step.
Arguments:
closure (callable, optional): A closure that reevaluates the model
and returns the loss.
"""
loss = None
if closure is not None:
loss = closure()
for group in self.param_groups:
for p in group['params']:
grad = p.grad.data
state = self.state[p]
# State initialization
if len(state) == 0:
state['step'] = 0
# Exponential moving average of gradient values
state['exp_avg'] = grad.new().resize_as_(grad).zero_()
# Exponential moving average of squared gradient values
state['exp_avg_sq'] = grad.new().resize_as_(grad).zero_()
exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']
beta1, beta2 = group['betas']
state['step'] += 1
if group['weight_decay'] != 0:
grad = grad.add(group['weight_decay'], p.data)
# Decay the first and second moment running average coefficient
exp_avg.mul_(beta1).add_(1 - beta1, grad)
exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad)
denom = exp_avg_sq.sqrt().add_(group['eps'])
bias_correction1 = 1 - beta1 ** state['step']
bias_correction2 = 1 - beta2 ** state['step']
step_size = group['lr'] * math.sqrt(bias_correction2) / bias_correction1
p.data.addcdiv_(-step_size, exp_avg, denom)
return loss